+237.4%
MP vs HAS
+112.5%
+124.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.7% | -4.4% | -5.4% |
| 7D | -19.0% | 0.0% | -18.9% | -19.0% |
| 30D | -30.5% | +31.3% | -61.8% | -37.9% |
| 3M | -29.6% | +32.1% | -61.7% | -37.3% |
| 6M | -50.4% | +28.1% | -78.6% | -55.8% |
| YTD | -33.2% | +49.1% | -82.3% | -45.0% |
| 1Y | -38.6% | +60.5% | -99.1% | -51.2% |
| 3Y | +105.5% | +183.9% | -78.4% | +17.5% |
| 5Y | -7.8% | +51.2% | -59.1% | -30.7% |
| All | +237.4% | +112.5% | +124.9% | +127.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling